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Performance Evaluation of Global High-rated ETFs During the Taper Tantrum Cover

Performance Evaluation of Global High-rated ETFs During the Taper Tantrum

Journal of Central Banking Theory and Practice
Volume 9 (2020): Issue 1 (January 2020)
By: Arampatzis Marios,  Daskalou Kalliopi,  Papaioannou Evangelia and  Prassa Paraskevi  
Open Access
|Jan 2020

Authors

Arampatzis Marios

marampatzis@uth.gr

Department of Economics, University of Thessaly, Volos, Greece

Daskalou Kalliopi

kdaskalou@uth.gr

Department of Economics, University of Thessaly, Volos, Greece

Papaioannou Evangelia

evpapaioannou@uth.gr

Department of Economics, University of Thessaly, Volos, Greece

Prassa Paraskevi

pprassa@uth.gr

Department of Economics, University of Thessaly, Volos, Greece
DOI: https://doi.org/10.2478/jcbtp-2020-0002 | Journal eISSN: 2336-9205
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Language: English
Page range: 23 - 44
Submitted on: Dec 5, 2018
Accepted on: Feb 18, 2019
Published on: Jan 28, 2020
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
CAPM,
ETFs,
selectivity skills,
beta,
Treynor ratio,
Sharpe ratio,
QE-tapering
Related subjects:
Business and economics,
Business management,
Business management, other

© 2020 Arampatzis Marios, Daskalou Kalliopi, Papaioannou Evangelia, Prassa Paraskevi, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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